Job title: FRPS Risk Actuary
Job type: Permanent
Emp type: Full-time
Industry: Insurance
Expertise: Actuarial Skills
Location: Paris, France
Job published: 20/09/2022
Job ID: 32948

Job Description

Our client an insurance company is looking for a FRPS Risk Actuary to strengthen the Risk Department. He·she will be in charge of monitoring technical and reinsurance risks, driving the ORSA process, managing and monitoring modelling risks and monitoring the climate risk system.

 

The FRPS Risk Actuary will be responsible for:

  • Co-monitoring the risk appetite framework as part of the ORSA process;
  • Implementing and managing the risk and permanent control systems of the new FRPS structure, and ensure the coordination of the various teams, experts and businesses;
  • Updating and monitoring the risk appetite framework and strategy with managers for the following risks:
  • Financial risks and ALM
  • Technical risks and models
  • Operational risks
  • SI and SSI risks and other
  • Monitoring risks by area:
  • Producing and analysing risks reports, including regulations;
  • Carrying out dedicated risk assessments  (products, financials, ALM, etc.)
  • Monitoring possible and proven operational risks and related action plans
  • Carrying out continuous controls
  • Contributing to SI controls and PCA tests
  • Developing reviews (risks profile, particular evaluations, etc.)
  • Presenting and developing the governance files, based on the contributions of the different risks experts
  • Contributing to regulatory reporting : ORSA and narratives
  • Contributing to group processes and consolidation, including:
    • Group reporting and dashboards
    • Identification of major risks (IRM)
    • ICAAP (Internal Capital Adequacy and Assessment Process)
    • Insurance controls
    • Operational risk mapping
    • ORSA report
  • Regularly updating the policies and risk corpus dedicated to the FRPS and beyond

 

Profile

  • Master’s degree in Actuarial Science, Statistical and Financial Engineering or professional Master’s degree in Applied Mathematics, Management of financial risks
  • 3 to 5 years of experience in the field of risk management, ALM, actuarial or financial management in insurance or bank is required
  • Expertise in insurance actuarial science, mathematics and probabilities, pricing, risk management, especially pensions expertise
  • Knowledge of SAS, Excel/VBA, and another data analysis or querying  tool
  • Prophet is a plus
  • Rigorous, curiosity and intuition
  • Good writing skills
  • Ability to work in a team and with other departments
  • Knowledge of English is required
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